| Trading Metrics calculated at close of trading on 11-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2017 |
11-May-2017 |
Change |
Change % |
Previous Week |
| Open |
2,391.75 |
2,395.00 |
3.25 |
0.1% |
2,381.50 |
| High |
2,397.00 |
2,395.25 |
-1.75 |
-0.1% |
2,399.25 |
| Low |
2,387.50 |
2,379.00 |
-8.50 |
-0.4% |
2,375.50 |
| Close |
2,395.25 |
2,391.00 |
-4.25 |
-0.2% |
2,397.75 |
| Range |
9.50 |
16.25 |
6.75 |
71.1% |
23.75 |
| ATR |
15.78 |
15.82 |
0.03 |
0.2% |
0.00 |
| Volume |
998,859 |
1,356,242 |
357,383 |
35.8% |
5,299,176 |
|
| Daily Pivots for day following 11-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,437.25 |
2,430.25 |
2,400.00 |
|
| R3 |
2,421.00 |
2,414.00 |
2,395.50 |
|
| R2 |
2,404.75 |
2,404.75 |
2,394.00 |
|
| R1 |
2,397.75 |
2,397.75 |
2,392.50 |
2,393.00 |
| PP |
2,388.50 |
2,388.50 |
2,388.50 |
2,386.00 |
| S1 |
2,381.50 |
2,381.50 |
2,389.50 |
2,377.00 |
| S2 |
2,372.25 |
2,372.25 |
2,388.00 |
|
| S3 |
2,356.00 |
2,365.25 |
2,386.50 |
|
| S4 |
2,339.75 |
2,349.00 |
2,382.00 |
|
|
| Weekly Pivots for week ending 05-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,462.00 |
2,453.75 |
2,410.75 |
|
| R3 |
2,438.25 |
2,430.00 |
2,404.25 |
|
| R2 |
2,414.50 |
2,414.50 |
2,402.00 |
|
| R1 |
2,406.25 |
2,406.25 |
2,400.00 |
2,410.50 |
| PP |
2,390.75 |
2,390.75 |
2,390.75 |
2,393.00 |
| S1 |
2,382.50 |
2,382.50 |
2,395.50 |
2,386.50 |
| S2 |
2,367.00 |
2,367.00 |
2,393.50 |
|
| S3 |
2,343.25 |
2,358.75 |
2,391.25 |
|
| S4 |
2,319.50 |
2,335.00 |
2,384.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,403.75 |
2,379.00 |
24.75 |
1.0% |
14.25 |
0.6% |
48% |
False |
True |
1,109,063 |
| 10 |
2,403.75 |
2,375.50 |
28.25 |
1.2% |
12.75 |
0.5% |
55% |
False |
False |
1,088,417 |
| 20 |
2,403.75 |
2,322.75 |
81.00 |
3.4% |
15.25 |
0.6% |
84% |
False |
False |
1,218,617 |
| 40 |
2,403.75 |
2,317.75 |
86.00 |
3.6% |
17.25 |
0.7% |
85% |
False |
False |
1,395,678 |
| 60 |
2,403.75 |
2,317.75 |
86.00 |
3.6% |
16.75 |
0.7% |
85% |
False |
False |
1,076,778 |
| 80 |
2,403.75 |
2,246.25 |
157.50 |
6.6% |
16.25 |
0.7% |
92% |
False |
False |
808,815 |
| 100 |
2,403.75 |
2,222.50 |
181.25 |
7.6% |
15.75 |
0.7% |
93% |
False |
False |
647,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,464.25 |
|
2.618 |
2,437.75 |
|
1.618 |
2,421.50 |
|
1.000 |
2,411.50 |
|
0.618 |
2,405.25 |
|
HIGH |
2,395.25 |
|
0.618 |
2,389.00 |
|
0.500 |
2,387.00 |
|
0.382 |
2,385.25 |
|
LOW |
2,379.00 |
|
0.618 |
2,369.00 |
|
1.000 |
2,362.75 |
|
1.618 |
2,352.75 |
|
2.618 |
2,336.50 |
|
4.250 |
2,310.00 |
|
|
| Fisher Pivots for day following 11-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,389.75 |
2,390.50 |
| PP |
2,388.50 |
2,390.00 |
| S1 |
2,387.00 |
2,389.50 |
|